CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 04-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2009 |
04-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4215 |
1.4068 |
-0.0147 |
-1.0% |
1.4024 |
| High |
1.4215 |
1.4144 |
-0.0071 |
-0.5% |
1.4126 |
| Low |
1.4140 |
1.4068 |
-0.0072 |
-0.5% |
1.3846 |
| Close |
1.4113 |
1.4154 |
0.0041 |
0.3% |
1.4115 |
| Range |
0.0075 |
0.0076 |
0.0001 |
1.3% |
0.0280 |
| ATR |
|
|
|
|
|
| Volume |
13 |
254 |
241 |
1,853.8% |
104 |
|
| Daily Pivots for day following 04-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4350 |
1.4328 |
1.4196 |
|
| R3 |
1.4274 |
1.4252 |
1.4175 |
|
| R2 |
1.4198 |
1.4198 |
1.4168 |
|
| R1 |
1.4176 |
1.4176 |
1.4161 |
1.4187 |
| PP |
1.4122 |
1.4122 |
1.4122 |
1.4128 |
| S1 |
1.4100 |
1.4100 |
1.4147 |
1.4111 |
| S2 |
1.4046 |
1.4046 |
1.4140 |
|
| S3 |
1.3970 |
1.4024 |
1.4133 |
|
| S4 |
1.3894 |
1.3948 |
1.4112 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4869 |
1.4772 |
1.4269 |
|
| R3 |
1.4589 |
1.4492 |
1.4192 |
|
| R2 |
1.4309 |
1.4309 |
1.4166 |
|
| R1 |
1.4212 |
1.4212 |
1.4141 |
1.4261 |
| PP |
1.4029 |
1.4029 |
1.4029 |
1.4053 |
| S1 |
1.3932 |
1.3932 |
1.4089 |
1.3981 |
| S2 |
1.3749 |
1.3749 |
1.4064 |
|
| S3 |
1.3469 |
1.3652 |
1.4038 |
|
| S4 |
1.3189 |
1.3372 |
1.3961 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4467 |
|
2.618 |
1.4343 |
|
1.618 |
1.4267 |
|
1.000 |
1.4220 |
|
0.618 |
1.4191 |
|
HIGH |
1.4144 |
|
0.618 |
1.4115 |
|
0.500 |
1.4106 |
|
0.382 |
1.4097 |
|
LOW |
1.4068 |
|
0.618 |
1.4021 |
|
1.000 |
1.3992 |
|
1.618 |
1.3945 |
|
2.618 |
1.3869 |
|
4.250 |
1.3745 |
|
|
| Fisher Pivots for day following 04-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4138 |
1.4175 |
| PP |
1.4122 |
1.4168 |
| S1 |
1.4106 |
1.4161 |
|